Skip to main content
Erschienen in: Optimization and Engineering 3/2016

07.11.2015

Integration of expert knowledge into radial basis function surrogate models

verfasst von: Zuzana Nedělková, Peter Lindroth, Ann-Brith Strömberg, Michael Patriksson

Erschienen in: Optimization and Engineering | Ausgabe 3/2016

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

A current application in a collaboration between Chalmers University of Technology and Volvo Group Trucks Technology concerns the global optimization of a complex simulation-based function describing the rolling resistance coefficient (RRC) of a truck tyre. This function is crucial for the optimization of truck tyres selection considered. The need to explicitly describe and optimize this function provided the main motivation for the research presented in this article. Many optimization algorithms for simulation-based optimization problems use sample points to create a computationally simple surrogate model of the objective function. Typically, not all important characteristics of the complex function (as, e.g., non-negativity)—here referred to as expert knowledge—are automatically inherited by the surrogate model. We demonstrate the integration of several types of expert knowledge into a radial basis function interpolation. The methodology is first illustrated on a simple example function and then applied to a function describing the RRC of truck tyres. Our numerical results indicate that expert knowledge can be advantageously incorporated and utilized when creating global approximations of unknown functions from sample points.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Fußnoten
1
A logarithmic transformation possesses a non-negative and smooth surrogate model of the unknown function in this case. On the other hand, the resulting surrogate function then becomes exponential, which may contradict the expert knowledge.
 
Literatur
Zurück zum Zitat Abramson MA, Audet C (2006) Convergence of mesh adaptive direct search to second-order stationary points. SIAM J Optim 17(2):606–619MathSciNetCrossRefMATH Abramson MA, Audet C (2006) Convergence of mesh adaptive direct search to second-order stationary points. SIAM J Optim 17(2):606–619MathSciNetCrossRefMATH
Zurück zum Zitat Ali R, Dhillon R, El-Gindy M, Öijer F, Johansson I, Trivedi M (2013) Prediction of rolling resistance and steering characteristics using finite element analysis truck tyre model. Int J Veh Syst Model Test 8(2):179–201CrossRef Ali R, Dhillon R, El-Gindy M, Öijer F, Johansson I, Trivedi M (2013) Prediction of rolling resistance and steering characteristics using finite element analysis truck tyre model. Int J Veh Syst Model Test 8(2):179–201CrossRef
Zurück zum Zitat Audet C, Dennis Jr JE (2006) Mesh adaptive direct search algorithms for constrained optimization. SIAM J Optim 17(1):188–217MathSciNetCrossRefMATH Audet C, Dennis Jr JE (2006) Mesh adaptive direct search algorithms for constrained optimization. SIAM J Optim 17(1):188–217MathSciNetCrossRefMATH
Zurück zum Zitat Bazaraa MS, Sherali HD, Shetty CM (2006) Nonlinear programming: theory and algorithms, 3rd edn. Wiley, HobokenCrossRefMATH Bazaraa MS, Sherali HD, Shetty CM (2006) Nonlinear programming: theory and algorithms, 3rd edn. Wiley, HobokenCrossRefMATH
Zurück zum Zitat Billups S, Larson J, Graf P (2013) Derivative-free optimization of expensive functions with computational error using weighted regression. SIAM J Optim 23(1):27–53MathSciNetCrossRefMATH Billups S, Larson J, Graf P (2013) Derivative-free optimization of expensive functions with computational error using weighted regression. SIAM J Optim 23(1):27–53MathSciNetCrossRefMATH
Zurück zum Zitat Björck Å (1996) Numerical methods for least squares problems. Society for Industrial and Applied Mathematics, PhiladelphiaCrossRefMATH Björck Å (1996) Numerical methods for least squares problems. Society for Industrial and Applied Mathematics, PhiladelphiaCrossRefMATH
Zurück zum Zitat Buhmann MD (2003) Radial basis functions: theory and implementations. Cambridge monographs on applied and computational mathematics, vol 12. Cambridge University Press, Cambridge Buhmann MD (2003) Radial basis functions: theory and implementations. Cambridge monographs on applied and computational mathematics, vol 12. Cambridge University Press, Cambridge
Zurück zum Zitat Coleman TF, Branch MA, Grace A, MathWorks I (1999) Optimization Toolbox: for use with MATLAB. The MathWorks Inc, Natick Coleman TF, Branch MA, Grace A, MathWorks I (1999) Optimization Toolbox: for use with MATLAB. The MathWorks Inc, Natick
Zurück zum Zitat Conn AR, Scheinberg K, Vicente LN (2009) Introduction to derivative-free optimization. MPS-SIAM series on optimization, vol 8. Society for Industrial and Applied Mathematics, Philadelphia Conn AR, Scheinberg K, Vicente LN (2009) Introduction to derivative-free optimization. MPS-SIAM series on optimization, vol 8. Society for Industrial and Applied Mathematics, Philadelphia
Zurück zum Zitat Elsayed K, Lacor C (2014) Robust parameter design optimization using kriging, RBF and RBFNN with gradient-based and evolutionary optimization techniques. Appl Math Comput 236:325–344MathSciNetMATH Elsayed K, Lacor C (2014) Robust parameter design optimization using kriging, RBF and RBFNN with gradient-based and evolutionary optimization techniques. Appl Math Comput 236:325–344MathSciNetMATH
Zurück zum Zitat Fisher WD (1961) A note on curve fitting with minimum deviations by linear programming. J Am Stat Assoc 56(294):359–362MathSciNetCrossRef Fisher WD (1961) A note on curve fitting with minimum deviations by linear programming. J Am Stat Assoc 56(294):359–362MathSciNetCrossRef
Zurück zum Zitat Fornberg B, Flyer N, Hovde S, Piret C (2008) Locality properties of radial basis function expansion coefficients for equispaced interpolation. IMA J Numer Anal 28(1):121–142MathSciNetCrossRefMATH Fornberg B, Flyer N, Hovde S, Piret C (2008) Locality properties of radial basis function expansion coefficients for equispaced interpolation. IMA J Numer Anal 28(1):121–142MathSciNetCrossRefMATH
Zurück zum Zitat Forrester AIJ, Keane AJ, Bressloff NW (2006) Design and analysis of “noisy” computer experiments. AIAA J 44(10):2331–2339CrossRef Forrester AIJ, Keane AJ, Bressloff NW (2006) Design and analysis of “noisy” computer experiments. AIAA J 44(10):2331–2339CrossRef
Zurück zum Zitat Gärtner B, Schönherr S (2000) An efficient, exact, and generic quadratic programming solver for geometric optimization. In: Cheng SW, Cheong O, Argarwal P, Fortune S (eds) Proceedings of the sixteenth annual symposium on computational geometry. ACM, New York, pp 110–118CrossRef Gärtner B, Schönherr S (2000) An efficient, exact, and generic quadratic programming solver for geometric optimization. In: Cheng SW, Cheong O, Argarwal P, Fortune S (eds) Proceedings of the sixteenth annual symposium on computational geometry. ACM, New York, pp 110–118CrossRef
Zurück zum Zitat Hürlimann W (1995) A uniform approximation to the sampling distribution of the coefficient of variation. Stat Probab Lett 24(3):263–268MathSciNetCrossRefMATH Hürlimann W (1995) A uniform approximation to the sampling distribution of the coefficient of variation. Stat Probab Lett 24(3):263–268MathSciNetCrossRefMATH
Zurück zum Zitat Jakobsson S, Patriksson M, Rudholm J, Wojciechowski A (2010) A method for simulation based optimization using radial basis functions. Optim Eng 4(11):501–532MathSciNetCrossRefMATH Jakobsson S, Patriksson M, Rudholm J, Wojciechowski A (2010) A method for simulation based optimization using radial basis functions. Optim Eng 4(11):501–532MathSciNetCrossRefMATH
Zurück zum Zitat Kohavi R (1995) A study of cross-validation and bootstrap for accuracy estimation and model selection. In: Kaufmann M (ed) Proceedings of the 14th international joint conference on artificial intelligence, vol 2. Montréal, pp 1137–1143 Kohavi R (1995) A study of cross-validation and bootstrap for accuracy estimation and model selection. In: Kaufmann M (ed) Proceedings of the 14th international joint conference on artificial intelligence, vol 2. Montréal, pp 1137–1143
Zurück zum Zitat Kozlov MK, Tarasov SP, Khachiyan LG (1980) The polynomial solvability of convex quadratic programming. USSR Comput Math Math Phys 20(5):223–228MathSciNetCrossRefMATH Kozlov MK, Tarasov SP, Khachiyan LG (1980) The polynomial solvability of convex quadratic programming. USSR Comput Math Math Phys 20(5):223–228MathSciNetCrossRefMATH
Zurück zum Zitat Lophaven SN, Nielsen HB, Sondergaard J (2002) DACE—a MATLAB kriging toolbox, version 2.0. Technical Report. Department of Informatics and Mathematical Modelling, Technical University of Denmark, Kongens Lyngby Lophaven SN, Nielsen HB, Sondergaard J (2002) DACE—a MATLAB kriging toolbox, version 2.0. Technical Report. Department of Informatics and Mathematical Modelling, Technical University of Denmark, Kongens Lyngby
Zurück zum Zitat MATLAB (2012) MATLAB-Version: 8.0. 0.783 (R2012b). The MathWorks Inc, Natick MATLAB (2012) MATLAB-Version: 8.0. 0.783 (R2012b). The MathWorks Inc, Natick
Zurück zum Zitat McKay MD, Beckman RJ, Conover WJ (1979) Comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21(2):239–245MathSciNetMATH McKay MD, Beckman RJ, Conover WJ (1979) Comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21(2):239–245MathSciNetMATH
Zurück zum Zitat Meckesheimer M, Booker AJ, Barton RR, Simpson TW (2002) Computationally inexpensive metamodel assessment strategies. AIAA J 40(10):2053–2060CrossRef Meckesheimer M, Booker AJ, Barton RR, Simpson TW (2002) Computationally inexpensive metamodel assessment strategies. AIAA J 40(10):2053–2060CrossRef
Zurück zum Zitat Mitsos A (2011) Global optimization of semi-infinite programs via restriction of the right-hand side. Optimization 60(10–11):1291–1308MathSciNetCrossRefMATH Mitsos A (2011) Global optimization of semi-infinite programs via restriction of the right-hand side. Optimization 60(10–11):1291–1308MathSciNetCrossRefMATH
Zurück zum Zitat Müller J, Shoemaker CA, Piché R (2013) SO-MI: A surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems. Comput Oper Res 40(5):1383–1400MathSciNetCrossRef Müller J, Shoemaker CA, Piché R (2013) SO-MI: A surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems. Comput Oper Res 40(5):1383–1400MathSciNetCrossRef
Zurück zum Zitat Nesterov Y, Nemirovskii AS, Ye Y (1994) Interior-point polynomial algorithms in convex programming. Studies in applied mathematics, vol 13. Society for Industrial and Applied Mathematics, Philadelphia Nesterov Y, Nemirovskii AS, Ye Y (1994) Interior-point polynomial algorithms in convex programming. Studies in applied mathematics, vol 13. Society for Industrial and Applied Mathematics, Philadelphia
Zurück zum Zitat Ni Q, Hu S (2004) A new derivative free optimization method based on conic interpolation model. Acta Math Sci Ser B 24(2):281–290MathSciNetMATH Ni Q, Hu S (2004) A new derivative free optimization method based on conic interpolation model. Acta Math Sci Ser B 24(2):281–290MathSciNetMATH
Zurück zum Zitat Pacejka HB, Besselink I (2012) Tire and vehicle dynamics. Automotive engineering, Elsevier, Oxford Pacejka HB, Besselink I (2012) Tire and vehicle dynamics. Automotive engineering, Elsevier, Oxford
Zurück zum Zitat Pereira AI, Costa MFP, Fernandes EMGP (2011) Interior point filter method for semi-infinite programming problems. Optimization 60(10–11):1309–1338MathSciNetCrossRefMATH Pereira AI, Costa MFP, Fernandes EMGP (2011) Interior point filter method for semi-infinite programming problems. Optimization 60(10–11):1309–1338MathSciNetCrossRefMATH
Zurück zum Zitat Peri D, Tinti F (2012) A multistart gradient-based algorithm with surrogate model for global optimization. Commun Appl Ind Math 3(1) Peri D, Tinti F (2012) A multistart gradient-based algorithm with surrogate model for global optimization. Commun Appl Ind Math 3(1)
Zurück zum Zitat Polak E (1997) Optimization: algorithms and consistent approximation. Applied mathematical sciences series, vol 124. Springer, New York Polak E (1997) Optimization: algorithms and consistent approximation. Applied mathematical sciences series, vol 124. Springer, New York
Zurück zum Zitat Rao CR, Toutenburg H (2009) Shalabh, Heumann C (2009) Linear models and generalizations: least squares and alternatives. Springer series in statistics. Springer, Berlin Rao CR, Toutenburg H (2009) Shalabh, Heumann C (2009) Linear models and generalizations: least squares and alternatives. Springer series in statistics. Springer, Berlin
Zurück zum Zitat Regis RG, Shoemaker CA (2005) Constrained global optimization of expensive black box functions using radial basis functions. J Glob Optim 31(1):153–171MathSciNetCrossRefMATH Regis RG, Shoemaker CA (2005) Constrained global optimization of expensive black box functions using radial basis functions. J Glob Optim 31(1):153–171MathSciNetCrossRefMATH
Zurück zum Zitat Tawarmalani M, Sahinidis NV (2005) A polyhedral branch-and-cut approach to global optimization. Math Program 103(2):225–249MathSciNetCrossRefMATH Tawarmalani M, Sahinidis NV (2005) A polyhedral branch-and-cut approach to global optimization. Math Program 103(2):225–249MathSciNetCrossRefMATH
Zurück zum Zitat Tsunoda M, Monden A, Keung J, Matsumoto K (2012) Incorporating expert judgment into regression models of software effort estimation. In: Leung KRPH, Muenchaisri P (eds) Proceedings of the 19th Asia-Pacific software engineering conference, vol 1. IEEE Computer Society, Hong Kong, pp 374–379 Tsunoda M, Monden A, Keung J, Matsumoto K (2012) Incorporating expert judgment into regression models of software effort estimation. In: Leung KRPH, Muenchaisri P (eds) Proceedings of the 19th Asia-Pacific software engineering conference, vol 1. IEEE Computer Society, Hong Kong, pp 374–379
Zurück zum Zitat Wendland H (2005) Scattered data approximation. Cambridge Monographs on Applied and Computational Mathematics, CambridgeMATH Wendland H (2005) Scattered data approximation. Cambridge Monographs on Applied and Computational Mathematics, CambridgeMATH
Zurück zum Zitat Wild SM, Shoemaker C (2013) Global convergence of radial basis function trust-region algorithms for derivative-free optimization. SIAM Rev 55(2):349–371MathSciNetCrossRefMATH Wild SM, Shoemaker C (2013) Global convergence of radial basis function trust-region algorithms for derivative-free optimization. SIAM Rev 55(2):349–371MathSciNetCrossRefMATH
Zurück zum Zitat Zhu W, Wang Y, Zhu QF (1998) Second-order derivative-based smoothness measure for error concealment in DCT-based codecs. IEEE Trans Circuits Syst Video Technol 8(6):713–718CrossRef Zhu W, Wang Y, Zhu QF (1998) Second-order derivative-based smoothness measure for error concealment in DCT-based codecs. IEEE Trans Circuits Syst Video Technol 8(6):713–718CrossRef
Metadaten
Titel
Integration of expert knowledge into radial basis function surrogate models
verfasst von
Zuzana Nedělková
Peter Lindroth
Ann-Brith Strömberg
Michael Patriksson
Publikationsdatum
07.11.2015
Verlag
Springer US
Erschienen in
Optimization and Engineering / Ausgabe 3/2016
Print ISSN: 1389-4420
Elektronische ISSN: 1573-2924
DOI
https://doi.org/10.1007/s11081-015-9297-7

Weitere Artikel der Ausgabe 3/2016

Optimization and Engineering 3/2016 Zur Ausgabe

    Marktübersichten

    Die im Laufe eines Jahres in der „adhäsion“ veröffentlichten Marktübersichten helfen Anwendern verschiedenster Branchen, sich einen gezielten Überblick über Lieferantenangebote zu verschaffen.